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ZKB Put Warrant auf
Eli Lilly & Co

ISIN: CH1305143716 Security: 130514371 Symbol: LLYTQZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 10:04:12

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 26.06.24 10:04 26.06.24 10:04

Current data

Last price paid 0.22
Change -12.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date15.03.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -69.72%
Year to date (YTD) n.a.
1 month -53.19%
3 months -67.16%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.71
Underlying price on issue787.44
Premium0.20%
Premium p.a.0.34%
Leverage6.42
Implied volatility0.34

Reference data

ISIN CH1305143716
Symbol LLYTQZ
Security 130514371
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Eli Lilly & Co Rg, US5324571083
Underlying ISIN US5324571083
Strike 750.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.03.2024

Key figures

Premium 19.74%
Premium p.a. 33.52%
Leverage 37.70
Implied volatility 33.65%
Moneyness out-of-the-money
Leverage 6.4154
Delta -0.1702
Gamma 0.0000
Theta -0.0011
Rho -0.0076
Vega 0.0157
Fair value 0.22
Intrinsic value n.a.
Break-even 726.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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